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As Per the Risk-Free Scenario Method

Question 8

Multiple Choice

As per the risk-free scenario method,


A) the certainty equivalent cash flow is assumed to be the expected cash flow in situations where the tangency portfolio return equals the risk-free rate plus the market risk premium.
B) the certainty equivalent cash flow is assumed to be the expected cash flow in situations where the tangency portfolio return equals the risk-free rate.
C) the certainty equivalent cash flow is assumed to be the expected cash flow in situations where the optimal portfolio return equals the risk-free rate.
D) the certainty equivalent cash flow is assumed to be the expected cash flow in situations where the tangency portfolio return equals the market risk premium.

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